21 citations · 69 across the 31 of their papers we have counts for
Showing 2012Show all
2 papers · 1 filter
math.PR2012★ 4 cited
New results on Hunt's hypothesis (H) for Lévy processes
Ze-Chun Hu, Wei Sun, Jing Zhang
In this paper, we present new results on Hunt's hypothesis (H) for Lévy processes. We start with a comparison result on Lévy processes which implies that big jumps have no effect o…
math.ST2012
Least squares estimators for discretely observed stochastic processes driven by small Levy noises
Hongwei Long, Yasutaka Shimizu, Wei Sun
We study the problem of parameter estimation for discretely observed stochastic processes driven by additive small Lévy noises. We do not impose any moment condition on the driving…